Optimal Controls for Stochastic Partial Differential Equations (Q3472030)

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Optimal Controls for Stochastic Partial Differential Equations
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    Optimal Controls for Stochastic Partial Differential Equations (English)
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    1990
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    weak convergence
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    convexity condition
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    controlled linear stochastic partial differential equations
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    compactification
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    relaxed control
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    Bellman principle
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    stochastic control of diffusions
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    partial observation
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